You are given the following information for 4 bonds. All coupon and yield-to-maturity rates are nominal annual convertible twice per year. Find the associated term structure for zero coupon bonds with maturities of 1/2-year, 1 year, 1 1/2-year, and 2 year (quotations should be nominal annual rates convertible twice per year). You are given the following information for 4 bonds. All coupon and yield-to-maturity rates are nominal annual convertible twice per year. Find the associated term structure for zero coupon bonds with maturities of 1/2-year, 1 year, 1 1/2-year, and 2 year (quotations should be nominal annual rates convertible twice per year)